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wolffd@0 1 <html>
wolffd@0 2 <head>
wolffd@0 3 <title>
wolffd@0 4 Netlab Reference Manual demmet1
wolffd@0 5 </title>
wolffd@0 6 </head>
wolffd@0 7 <body>
wolffd@0 8 <H1> demmet1
wolffd@0 9 </H1>
wolffd@0 10 <h2>
wolffd@0 11 Purpose
wolffd@0 12 </h2>
wolffd@0 13 Demonstrate Markov Chain Monte Carlo sampling on a Gaussian.
wolffd@0 14
wolffd@0 15 <p><h2>
wolffd@0 16 Synopsis
wolffd@0 17 </h2>
wolffd@0 18 <PRE>
wolffd@0 19 demmet1
wolffd@0 20 demmet1(plotwait)</PRE>
wolffd@0 21
wolffd@0 22
wolffd@0 23 <p><h2>
wolffd@0 24 Description
wolffd@0 25 </h2>
wolffd@0 26 The problem consists of generating data from a Gaussian
wolffd@0 27 in two dimensions using a Markov Chain Monte Carlo algorithm. The points are
wolffd@0 28 plotted one after another to show the path taken by the chain.
wolffd@0 29
wolffd@0 30 <p><CODE>demmet1(plotwait)</CODE> allows the user to set the time (in a whole number
wolffd@0 31 of seconds) between the plotting of points. This is passed to <CODE>pause</CODE>
wolffd@0 32
wolffd@0 33 <p><h2>
wolffd@0 34 See Also
wolffd@0 35 </h2>
wolffd@0 36 <CODE><a href="demhmc1.htm">demhmc1</a></CODE>, <CODE><a href="metrop.htm">metrop</a></CODE>, <CODE><a href="gmm.htm">gmm</a></CODE>, <CODE><a href="dempot.htm">dempot</a></CODE><hr>
wolffd@0 37 <b>Pages:</b>
wolffd@0 38 <a href="index.htm">Index</a>
wolffd@0 39 <hr>
wolffd@0 40 <p>Copyright (c) Ian T Nabney (1996-9)
wolffd@0 41
wolffd@0 42
wolffd@0 43 </body>
wolffd@0 44 </html>